Index Catalog // Hyrax

Cancellare i filtri

Filtro per: Creatore Qu, Jing

Market and Credit Risk Models and Management Report

Parola chiave:

Value at Risk, Portfolio Optimization, ARMA-GARCH Model, Expected Shortfall, and Risk Reduction

Creatore:

Qu, Jing

Advisor:

Blais, Marcel Y.

Editore:

Worcester Polytechnic Institute

data di creazione:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences